China Everbright Bank Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.53% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7196 | 7.37 | |
| 0.0930 | 13.09 | |
| 0.9475 | 114.32 | |
| 5.7871 | 3.12 |
Estimation Period:
Dec 20, 2013 to Feb 6, 2026
Dec 20, 2013 to Feb 6, 2026
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